Overview of QUIC-SVD - UMass Graphics Lab - University of ...
Overview of QUIC-SVD - UMass Graphics Lab - University of ...
Overview of QUIC-SVD - UMass Graphics Lab - University of ...
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Extract the Final Result<br />
• Input: matrix A, subspace basis V<br />
• Output: U, Σ, V, the best approximate <strong>SVD</strong> <strong>of</strong> A within<br />
the subspace V.<br />
• Algorithm:<br />
• Compute AV, then (AV) T AV, and <strong>SVD</strong><br />
U ′ Σ ′ V′ T = (AV) T AV<br />
• Let V = VV′, Σ = (Σ′) 1/2 , U = (AV)V′Σ −1 ,<br />
• Return U, Σ, V.<br />
<strong>SVD</strong> <strong>of</strong> a k × k matrix.<br />
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